ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-15 |
115-26 |
0-11 |
0.3% |
118-10 |
| High |
115-29 |
115-26 |
-0-03 |
-0.1% |
118-14 |
| Low |
115-10 |
114-16 |
-0-26 |
-0.7% |
115-03 |
| Close |
115-28 |
115-05 |
-0-23 |
-0.6% |
115-07 |
| Range |
0-19 |
1-10 |
0-23 |
121.1% |
3-11 |
| ATR |
1-02 |
1-02 |
0-01 |
2.2% |
0-00 |
| Volume |
97,528 |
99,083 |
1,555 |
1.6% |
650,857 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-03 |
118-14 |
115-28 |
|
| R3 |
117-25 |
117-04 |
115-17 |
|
| R2 |
116-15 |
116-15 |
115-13 |
|
| R1 |
115-26 |
115-26 |
115-09 |
115-16 |
| PP |
115-05 |
115-05 |
115-05 |
115-00 |
| S1 |
114-16 |
114-16 |
115-01 |
114-06 |
| S2 |
113-27 |
113-27 |
114-29 |
|
| S3 |
112-17 |
113-06 |
114-25 |
|
| S4 |
111-07 |
111-28 |
114-14 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-09 |
124-03 |
117-02 |
|
| R3 |
122-30 |
120-24 |
116-04 |
|
| R2 |
119-19 |
119-19 |
115-27 |
|
| R1 |
117-13 |
117-13 |
115-17 |
116-26 |
| PP |
116-08 |
116-08 |
116-08 |
115-31 |
| S1 |
114-02 |
114-02 |
114-29 |
113-16 |
| S2 |
112-29 |
112-29 |
114-19 |
|
| S3 |
109-18 |
110-23 |
114-10 |
|
| S4 |
106-07 |
107-12 |
113-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-03 |
114-16 |
1-19 |
1.4% |
0-27 |
0.7% |
41% |
False |
True |
85,105 |
| 10 |
119-08 |
114-16 |
4-24 |
4.1% |
1-02 |
0.9% |
14% |
False |
True |
135,820 |
| 20 |
121-12 |
114-16 |
6-28 |
6.0% |
1-04 |
1.0% |
10% |
False |
True |
185,235 |
| 40 |
123-00 |
114-16 |
8-16 |
7.4% |
1-04 |
1.0% |
8% |
False |
True |
133,555 |
| 60 |
123-00 |
114-16 |
8-16 |
7.4% |
1-04 |
1.0% |
8% |
False |
True |
89,279 |
| 80 |
123-03 |
114-16 |
8-19 |
7.5% |
1-03 |
1.0% |
8% |
False |
True |
66,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-12 |
|
2.618 |
119-08 |
|
1.618 |
117-30 |
|
1.000 |
117-04 |
|
0.618 |
116-20 |
|
HIGH |
115-26 |
|
0.618 |
115-10 |
|
0.500 |
115-05 |
|
0.382 |
115-00 |
|
LOW |
114-16 |
|
0.618 |
113-22 |
|
1.000 |
113-06 |
|
1.618 |
112-12 |
|
2.618 |
111-02 |
|
4.250 |
108-30 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-05 |
115-06 |
| PP |
115-05 |
115-06 |
| S1 |
115-05 |
115-06 |
|